Statistics & Probability Letters

1982 - 2025

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 18, issue 5, 1993

Admissibility of the Empirical Distribution Function in discrete nonparametric invariant problems pp. 337-343

Qiqing Yu

On the absolute bias ratio of ratio estimators pp. 345-348

Xiao-Li Meng

A triptych of discrete distributions related to the stable law pp. 349-351

Luc Devroye

An extension of the Horvitz--Thompson theorem to point sampling from a continuous universe pp. 353-362

Clifford B. Cordy

Selecting a double k-class estimator for regression coefficients pp. 363-371

Richard (Robin) Carter, V. K. Srivastava and Anoop Chaturvedi

Subsampling quantile estimator majorization inequalities pp. 373-379

W. D. Kaigh and Maria Alejandra Sorto

On a problem of Andersson and Perlman pp. 381-382

M. A. Steel and G. R. Wood

Optimal robust credible sets for contaminated priors pp. 383-388

Siva Sivaganesan, L. Mark Berliner and James Berger

On the distribution of functionals of stationary Gaussian processes pp. 389-395

Kurt Hornik

Confidence interval estimation under some restrictions on the parameters with non-linear boundaries pp. 397-403

J. T. Gene Hwang and Shyamal D. Peddada

On the moving block bootstrap under long range dependence pp. 405-413

S. N. Lahiri

A note on constructive procedure for unbiased controlled rounding pp. 415-420

Neeraj Tiwari and A. K. Nigam

Volume 18, issue 4, 1993

A remark on the connection between the large deviation principle and the central limit theorem pp. 253-256

Wlodzimierz Bryc

Records generated by Markov sequences pp. 257-263

S. R. Adke

Limit theorems for Markov random walks pp. 265-270

Loon Ching Tang

Freeman--Tukey chi-squared goodness-of-fit statistics pp. 271-278

Campbell B. Read

On the incubation distributions of the HIV epidemic pp. 279-287

W. Y. Tan

Empirical Bayes analysis of the commercial loan evaluation process pp. 289-296

Kevin J. Leonard

Two examples in the theory of large deviations pp. 297-300

Dmitry Ioffe

A simple application of binomial--negative binomial relationship in the derivation of sharp bounds for moments of order statistics based on greatest convex minorants pp. 301-305

N. Balakrishnan

The total time on test statistic and age-dependent censoring pp. 307-312

Roger Cooke

Uniform distribution and sum modulo m of independent random variables pp. 313-314

Paola Scozzafava

Hellinger distance and Kullback--Leibler loss for the kernel density estimator pp. 315-321

Yuichiro Kanazawa

On the generalized Euler distribution pp. 323-326

Lakdere Benkherouf and Abdulhamid A. Alzaid

Density estimation by kernel and wavelets methods: Optimality of Besov spaces pp. 327-336

Gérard Kerkyacharian and Dominique Picard

Volume 18, issue 3, 1993

Appropriate penalties in the final prediction error criterion: a decision theoretic approach pp. 169-177

Ping Zhang and Abba M. Krieger

The asymptotic mean squared error of L-smoothing splines pp. 179-182

Felix P. Abramovich

Testing for a unit root in autoregressive processes with systematic but incomplete sampling pp. 183-190

Dongwan Shin and Sastry G. Pantula

A lower bound for expectation of a convex functional pp. 191-194

Mei-Hui Guo and Ching-Zong Wei

A note on testing for a unit root in an ARIMA(p,1,0) signal observed with MA(q) noise pp. 195-203

Dongwan Shin and Sahadeb Sarkar

Sufficient conditions for treatment responders to have longer survival than non-responders pp. 205-208

P. Y. Liu, Joseph O. Voelkel, John Crowley and Michael Wolf

Efficiency and concentration inequalities on k pp. 209-211

D. R. Jensen

Estimating error correlation in nonparametric regression pp. 213-218

Naomi Simone Altman

On the distribution of supremum of diffusion local time pp. 219-225

Paavo Salminen

On the uniform convergence of normalized Poisson mixtures to their mixing distribution pp. 227-232

JoséA. Adell and Jesús de la Cal

Regular variation and generalized domains of attraction in k pp. 233-239

Mark M. Meerschaert

A note on robust estimation of location pp. 241-244

Probal Chaudhuri and Debapriya SenGupta

Maximum likelihood estimation in branching process with continuous state space pp. 245-251

Mohan M. Kale and S. R. Deshmukh

Volume 18, issue 2, 1993

Pitman closeness for Stein-rule estimators of regression coefficients pp. 85-89

A. K. Srivastava and V. K. Srivastava

Intervention analysis with nonlinear dependent noise variation pp. 91-103

A. Sarkar and B. Kartikeyan

On a counting variable in the theory of discrete-parameter Markov chains pp. 105-112

Attila Csenki

Estimating coefficients of two-phase linear regression model with autocorrelated errors pp. 113-120

Tze-San Lee

Convergence of random power series with pairwise independent Banach-space-valued coefficients pp. 121-123

Markus Roters

A resampling design for computing high-breakdown regression pp. 125-128

Peter Rousseeuw

On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals pp. 129-135

Josefa Linares Pérez

A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression pp. 137-146

Andrew B. Forbes and Thomas J. Santner

When will the sample paths be step function for two-parameter stochastic processes pp. 147-151

Xiao-Wen Zhou and Jian-Wei Zhou

Sooner and later waiting time problems for Markovian Bernoulli trials pp. 153-161

K. Balasubramanian, R. Viveros and N. Balakrishnan

Bayesian interim analysis of censored exponential observations pp. 163-168

Seymour Geisser

Volume 18, issue 1, 1993

Derivations of the compound Poisson distribution and process pp. 1-7

Y. H. Wang and Shuixin Ji

A note on the asymptotic distribution of the F-statistic for random variables with infinite variance pp. 9-12

Ralf Runde

Asymptotic theory of least squares estimator of a particular nonlinear regression model pp. 13-17

Debasis Kundu

A note on the asymptotic variance of survival function in the semi-Markov model pp. 19-25

Hina M. Malani, William J. Redfearn and Jens Perch Nielsen

An extension of the information inequality and related characterizations pp. 27-32

V. Papathanasiou

Some confidence intervals arising from weak lp spaces pp. 33-40

Bernard Heinkel

Constructions of nested group divisible designs pp. 41-48

Xiaoping Duan and Sanpei Kageyama

A random field approach to weak convergence of processes pp. 49-55

Luis G. Gorostiza and Rolando Rebolledo

The size of the averages of strongly mixing random variables pp. 57-64

Eric Rieders

On the moments of certain stochastic integrals pp. 65-72

Larry Goldstein and Brendan McCabe

Second order asymptotic efficiency in a partial linear model pp. 73-84

Liang Hua and Cheng Ping